+9.5%
TPR vs NVT
+72.6%
-63.1%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.5% | -0.8% | -2.9% |
| 7D | -7.3% | +7.0% | -14.3% | -8.4% |
| 30D | -30.7% | -2.3% | -28.4% | -30.6% |
| 3M | -21.6% | -3.1% | -18.5% | -21.9% |
| 6M | -21.3% | +47.0% | -68.4% | -31.0% |
| YTD | -10.2% | +56.2% | -66.4% | -23.2% |
| 1Y | +9.5% | +74.5% | -65.0% | -10.4% |
| All | +9.5% | +72.6% | -63.1% | -10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded NVT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling